$26.57
-0.06 (-0.23%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 34.64% | Sharpe | 0.88 |
| Sortino | 1.34 |
| Beta | 0.25 | Correlation | 0.11 |
| Up capture | 113.15% | Down capture | 63.74% |
Relative Value shows 0.18 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −27.81% | Ulcer Index | 11.21 |
| MTD | 1.10% | QTD | 5.14% |
| YTD | 21.08% | Window (ann., 3.0y) | 27.39% |
| Skewness | 0.31 | Excess Kurtosis | 1.39 |
| Omega (θ=0) | 1.16 | Tail Ratio | 1.14 |
| Gain/Pain | 0.16 | Hit Rate | 49.20% |
| Win/Loss | 1.11 | Upside Potential | 0.62 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.40% | -4.98% | -3.47% | -4.96% |
| CVaR (ES) | -4.37% | -6.06% | -4.38% | -5.69% |
| VaR (Cornish-Fisher) | — | — | -3.21% | -5.08% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -27.81% | 2025-02-07 | 2025-06-17 | 2025-12-11 | 89 | 123 |
| -16.99% | 2024-01-26 | 2024-05-02 | 2024-07-17 | 67 | 51 |
| -16.22% | 2023-09-20 | 2023-10-25 | 2023-12-07 | 25 | 30 |
| -15.64% | 2025-12-15 | 2026-03-13 | 2026-06-24 | 60 | 67 |
| -14.13% | 2024-12-18 | 2025-01-13 | 2025-02-04 | 15 | 15 |
| -12.41% | 2024-10-01 | 2024-11-05 | 2024-11-19 | 25 | 10 |
| -11.80% | 2024-08-06 | 2024-08-12 | 2024-09-04 | 4 | 16 |
| -7.68% | 2024-01-04 | 2024-01-23 | 2024-01-26 | 12 | 3 |
| -7.38% | 2026-07-16 | 2026-07-24 | 2026-08-12 | 6 | 13 |
| -6.62% | 2024-07-17 | 2024-07-22 | 2024-07-26 | 3 | 4 |
Worst depth first · lengths in trading days.